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A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA) 
Ferreira, N. B. & Oliveira, M.M. (2014). Nonlinearities in the EU sovereign debt crisis. International work-conference on Time Series.
Exportar Referência (IEEE) 
N. R. Ferreira and M. M. Oliveira,  "Nonlinearities in the EU sovereign debt crisis", in Int. work-conference on Time Series, Granada, 2014
Exportar BibTeX 
@misc{ferreira2014_1732206088261,
	author = "Ferreira, N. B. and Oliveira, M.M.",
	title = "Nonlinearities in the EU sovereign debt crisis",
	year = "2014",
	howpublished = "Outro",
	url = "http://itise.ugr.es/"
}
Exportar RIS 
TY  - CPAPER
TI  - Nonlinearities in the EU sovereign debt crisis
T2  - International work-conference on Time Series
AU  - Ferreira, N. B.
AU  - Oliveira, M.M.
PY  - 2014
SN  - 978-84-15814-97-9.
CY  - Granada
UR  - http://itise.ugr.es/
AB  - Sights of sovereign debt crisis spread among financial players started in late 2009 as a result of the rising private and government debt levels worldwide. In 2010 news developments concerning Spain and Italy lead European nations to implement several financial support measures such as the European Financial Stability Facility. In an established crisis context, it was searched for evidence of nonlinearities, structural breaks and cointegration between interest rates and stock market prices in order to evaluate the impact effect analysis of the European markets contamination by sovereign debt. Four European markets under stress were examined using the United States of America as benchmark. It was found evidence in the crisis regime especially for Portugal, obtaining the greatest nonlinear threshold adjustment between interest rates and stock market returns. Moreover, significant structural breaks were found at the end of 2010 and the null hypothesis of no cointegration was consistently rejected.
ER  -